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MALRX vs. WFSPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MALRX vs. WFSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Advantage Large Cap Core Fund (MALRX) and iShares S&P 500 Index Fund (WFSPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MALRX achieves a 12.51% return, which is significantly higher than WFSPX's 10.87% return. Both investments have delivered pretty close results over the past 10 years, with MALRX having a 15.55% annualized return and WFSPX not far behind at 15.46%.


MALRX

1D
-0.69%
1M
4.49%
YTD
12.51%
6M
13.20%
1Y
33.41%
3Y*
24.42%
5Y*
13.81%
10Y*
15.55%

WFSPX

1D
-0.74%
1M
4.17%
YTD
10.87%
6M
10.77%
1Y
27.97%
3Y*
22.41%
5Y*
13.88%
10Y*
15.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MALRX vs. WFSPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MALRX
BlackRock Advantage Large Cap Core Fund
12.51%20.30%25.65%25.62%-20.10%28.00%19.96%29.16%-5.39%20.30%
WFSPX
iShares S&P 500 Index Fund
10.87%17.83%24.94%26.25%-18.14%28.63%18.43%31.45%-4.83%21.27%

Correlation

The correlation between MALRX and WFSPX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Dec 23, 1999

0.95

The correlation between MALRX and WFSPX has been stable across timeframes, ranging from 0.95 to 0.99 - a consistent structural relationship.

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Return for Risk

MALRX vs. WFSPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MALRX
MALRX Risk / Return Rank: 8383
Overall Rank
MALRX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
MALRX Sortino Ratio Rank: 7878
Sortino Ratio Rank
MALRX Omega Ratio Rank: 7575
Omega Ratio Rank
MALRX Calmar Ratio Rank: 8585
Calmar Ratio Rank
MALRX Martin Ratio Rank: 9393
Martin Ratio Rank

WFSPX
WFSPX Risk / Return Rank: 6666
Overall Rank
WFSPX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
WFSPX Sortino Ratio Rank: 5959
Sortino Ratio Rank
WFSPX Omega Ratio Rank: 6060
Omega Ratio Rank
WFSPX Calmar Ratio Rank: 6767
Calmar Ratio Rank
WFSPX Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MALRX vs. WFSPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Advantage Large Cap Core Fund (MALRX) and iShares S&P 500 Index Fund (WFSPX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


MALRXWFSPXDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.49

1.43

+0.06

Calmar ratioReturn relative to maximum drawdown

3.90

3.16

+0.75

Martin ratioReturn relative to average drawdown

19.49

14.75

+4.74

MALRX vs. WFSPX - Sharpe Ratio Comparison

The current MALRX Sharpe Ratio is 2.74, which is comparable to the WFSPX Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of MALRX and WFSPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MALRXWFSPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.74

2.37

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.83

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.86

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.13

+0.33

Drawdowns

MALRX vs. WFSPX - Drawdown Comparison

The maximum MALRX drawdown since its inception was -54.29%, smaller than the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for MALRX and WFSPX.


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Drawdown Indicators


MALRXWFSPXDifference

Max Drawdown

Largest peak-to-trough decline

-54.29%

-58.21%

+3.92%

Max Drawdown (1Y)

Largest decline over 1 year

-8.61%

-8.90%

+0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-19.61%

-18.74%

-0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-26.18%

-24.51%

-1.67%

Max Drawdown (10Y)

Largest decline over 10 years

-34.30%

-33.74%

-0.56%

Current Drawdown

Current decline from peak

-0.69%

-0.74%

+0.05%

Average Drawdown

Average peak-to-trough decline

-11.40%

-12.77%

+1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

1.90%

-0.18%

Volatility

MALRX vs. WFSPX - Volatility Comparison

BlackRock Advantage Large Cap Core Fund (MALRX) and iShares S&P 500 Index Fund (WFSPX) have volatilities of 2.95% and 2.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MALRXWFSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.95%

2.92%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.43%

8.99%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

12.29%

11.88%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.35%

16.88%

+0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.38%

18.02%

+0.36%

MALRX vs. WFSPX - Expense Ratio Comparison

MALRX has a 0.48% expense ratio, which is higher than WFSPX's 0.03% expense ratio.


Dividends

MALRX vs. WFSPX - Dividend Comparison

MALRX's dividend yield for the trailing twelve months is around 7.65%, more than WFSPX's 1.58% yield.


PositionTTM20252024202320222021202020192018201720162015
MALRX
BlackRock Advantage Large Cap Core Fund
7.65%8.61%14.11%0.97%6.51%19.52%4.76%4.06%10.11%36.43%6.02%3.09%
WFSPX
iShares S&P 500 Index Fund
1.58%1.72%1.41%1.50%2.02%1.82%1.66%1.99%2.00%1.62%2.37%2.49%

Frequently Asked Questions


With a correlation of 0.98, MALRX and WFSPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

MALRX has higher volatility (2.95%) compared to WFSPX (2.92%). In terms of maximum drawdown, MALRX dropped -54.29% vs WFSPX's -58.21%.

MALRX currently has the higher Sharpe Ratio (2.74 vs 2.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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